I´m trying to create a simple master-detail form. I create 2 datasources, ok. Then I right click on the master datasource and create a form, everything goes well and I´m able to put the new master panel on my main frame and run it. Now I want to create a Grid for my detail datasource. I right click on the datasource and choose “Create grid” a dialog comes up, but there is no field to put a new name for this new grid and when I click finish, nothing happens.

The "Finish" button of the grid wizard just closes the wizard, it doesn't have an additional functionality. You should copy the generated XML from the wizard editor before clicking the "Finish" button and paste this XML into your desired panel XML after closing this wizard by clicking "Finish". You can set other details of the grid (like name) after pasting this XML into your panel XML.